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Re: st: conception confusion - "fixed effects" and time effect on data with time factor


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: conception confusion - "fixed effects" and time effect on data with time factor
Date   Fri, 21 Oct 2011 09:38:58 +0200

On Thu, Oct 20, 2011 at 10:50 PM, House Wang wrote:
> Yes, I think the the variable I am by proxy controlling for is in fact
> intervening dependent variables.

In that case you should definatively _not_ control for year.

> I have a related question. Is it O.K. that I directly add year as a
> variable in the model, instead of i.year?

It is legal stata syntax, but whether it makes sense depends on the
substantive background. Adding year means you estimate a linear trend,
while adding i.year means you add a dummy/indicator-variable for every
year. Only you can decide which one makes sense.

Hope this helps,
Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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